+31.5%
DLTR vs IRM
+186.9%
-155.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.8% |
| 7D | -9.4% | -1.8% | -7.6% | -9.0% |
| 30D | -7.3% | -7.8% | +0.4% | -5.5% |
| 3M | +7.6% | -7.9% | +15.4% | +9.5% |
| 6M | +1.6% | +6.3% | -4.8% | -1.2% |
| YTD | -3.5% | +38.2% | -41.7% | -13.4% |
| 1Y | +20.0% | +19.8% | +0.2% | +11.8% |
| 3Y | +2.3% | +98.8% | -96.5% | -24.8% |
| 5Y | +31.5% | +191.8% | -160.2% | -16.4% |
| All | +31.5% | +186.9% | -155.3% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling